When Doesn't Cokriging Outperform Kriging?

Abstract

Although cokriging in theory should yield smaller or equal prediction variance than kriging, this outperformance sometimes is hard to see in practice. This should motivate theoretical studies on cokriging. In general, there is a lack of theoretical results for cokriging. In this work, we provide some theoretical results to compare cokriging with kriging by examining some explicit models and specific sampling schemes. [arXiv:1507.08017]